• Banking, Asset Management, Treasury. Fixed income, money market, repos, debts, deposits, interest rates, mutual funds

    Banking, Financial, Treasury, BASEL III Liquidity Risk

    Balance Sheet Optimization
    Market, ALM, Credit, Liquidity and Operational Risk
    Cash and Liquidity Modeling, Forecasting, Risk and Optimization
    Funds, Asset and Investment Risk, Planning & Optimization

Go beyond traditional system divides and leverage one single integrated platform

Banking, Asset Management, Treasury

Designed and priced for treasuries, local, commercial and regional banks, credit unions, financial entities, hedge funds, asset and fund management firms seeking cost-effective robust and flexible risk, compliance, analytics and optimization solutions that actually work and don’t require lengthy implementation nor large consultant and maintenance teams.

Transaction, portfolio and cash management. Cross asset class advanced Monte Carlo risk: ALM, market, liquidity, credit and treasury risk. Cash and liquidity forecasting, risk and optimization. Balance sheet optimization.

Business Intelligence. Real-time visibility into positions, P&L, performance, compliance, risk and reporting. Flexible Connectivity Bridge to integrate data across multiple systems.

QR Risk, Analytics and Optimization™ are seamlessly integrated with our trading, portfolio, asset and treasury solutions. Alternatively, if your internal systems lack such advanced computational capabilities, we offer optimal complementary stand-alone analytics, risk and planning and scenario analysis platform.

Ready out-of-the-box. Leverage numerous pre-configured templates, models and reports. Utmost configuration flexibility to adapt to any market and operation without resorting to custom development or coding.

24/7 QR Cloud version is a ready-for-use cost-effective alternative. No software installation or development.

BASEL III and IFRS 9 are drastically reshaping the risk system infrastructure of banks. Local and regional banks and credit unions can’t afford and lack the consultancy expertise to implement and integrate costly legacy systems. QR Banking Risk System™ delivers your most stringent regulatory and internal risk management requirements, within a next generation ready-for-use universal architecture. ALM, market and credit risk. FRTB SA and IMA approach. Liquidity LCR and NSFR, and capital CAR monitoring, forecasting and reporting. Meet your central bank’s BASEL III requirements while enhancing your bank’s earnings, profitability and cost of capital via balance sheet optimization under nonlinear LCR, NSFR and CAR constraints.

Our Optimal Clients’ Profile

QR Banking and Financial Risk solutions are optimal for these entities:

  • Mid-size treasuries, local and regional banks, credit unions, financial, asset and fund management firms and hedge funds seeking a cost-effective robust and flexible risk platform that actually works and doesn’t require lengthy implementation, large consultant and maintenance teams, and can integrate their existing systems.

  • Regional banks seeking an effective, affordable, ready-for-use BASEL III, market and credit risk platform, and expert team to meet your central bank's compliance.

  • One single integrated comprehensive multiple asset class trading, ALM, treasury, portfolio and asset planning, risk and optimization platform.

Banking Risk

Retail banking integration, analysis, monitoring, forecasting. ALM interest rate, FX, EVE risk. VaR, ES. Credit risk, PFE, EE, EPE. BASEL III and IFRS 9 risk compliance. CAR, LCR, NSFR, CVA, xVA, FRTB, BCBS 239, 279. Balance sheet optimization.

Treasury Risk

Cash supply chain optimization. Pooling. Aggregation. Cash, liquidity and earnings forecasting and risk. Sensitivity. Dynamic discounting and pricing. Connectivity to other systems, banking, ERP, financial.

Risk Management

Real-time comprehensive holistic risk valuation and reporting. Stochastic Monte Carlo risk. Market risk, MTM, VaR, ES. Credit Risk, expected exposure. P&L, EaR and CFaR forecasting and risk. BASEL III and IFRS 9 risk compliance. Hedging and portfolio planning, scenarios and risk. Hedge accounting.

Advanced Analytics

Built-in advanced financial QR Analytics™. Stochastic modeling, Monte Carlo, machine learning, forecasting, options & derivatives. Nonlinear and global evolutionary optimization. Models are audited, calibrated and executed 24/7. No more third party, Excel spreadsheet or impractical in-memory analytics.

Seeking Effective Risk Analytics?

QR Risk™ helps you overcome all risk analytics shortcomings:

  • Cost-effective, robust and no overhead risk solutions that actually work.

  • All analytics are integrated. Stochastic Modeling. Calibration. Monte Carlo. Eliminate outside tools, modeling and Excel spreadsheets.

  • One single integrated holistic Monte Carlo risk platform: market, credit, ALM, banking BASEL III. Scenario. Portfolio planning. Compute latest risk metrics: VaR, Expected Shortfall / Potential / Future Exposure, ES, EFE, PFE.

  • Supercomputing performance. Eliminate performance issues. Compress computational time and memory.

Banking, Assets & Treasury Solutions as Cloud Services or Implemented On-site

Fixed income, money market, repos, debts, deposits, interest rates, FX, mutual funds, stocks, indices


Financial, assets, treasury, retail banking transactions. Front office, pre-trade pricing, life cycles, hedging. Automated back office workflow, settlement, billing, clearing. All asset classes & exchanges.

Treasury, Cash and Liquidity Management


Cash supply chain optimization. Pooling. Aggregation. Cash, liquidity and earnings forecasting and risk. Sensitivity. Dynamic discounting and pricing. Connectivity to other systems, banking, ERP, financial.

Cash and liquidity forecasting


Asset & wealth management. Optimal asset allocation, portfolio tracking on the efficient frontier. Performance analysis. P&L. Risk management & reporting. Back Office settlement, clearing, accounting.

Dynamic pricing and discounting


Forward curves. Indices. Stochastic modeling and Monte Carlo, correlations and volatility term structure. Options, derivatives and structured products: pricing and risk within a Monte Carlo framework.



Multiple optimization objectives. Tactical and long-term strategic optimization models. Balance sheet planning & optimization under multiple (nonlinear) constraints, LCR, NSFR, CAR. Treasury cash & liquidity. Efficient frontier.

Supply chain modeling forecasting and performance analysis


Monte Carlo stochastic risk. Market risk, MTM, VaR, Expected Shortfall (ES). Credit risk, xVA, PFE, EE, EPE. ALM risk. Earnings and Liquidity risk. Regulatory IFRS 9, BASEL III. LCR, NSFR, CAR, FRTB, 239, 279.

Forward curves, Stochastic modeling, Monte Carlo simulation, correlations, volatility term structure


Cash and Liquidity forecasting & risk. Scenarios. Stress. Stochastics. Monte Carlo interest rate & FX, EVE, EaR risk. Hedge accounting. Core banking integration. FTP.

Option pricing


Universal planning dashboard for balance sheet, portfolio or hedging programs. What-if-scenario analysis. Stress testing. Monte Carlo risk.

Asset and portfolio optimization


Flexible API. No SQL and no coding. Seamless and automated connectivity, data and system integration to core banking, ERP, treasury, planning and other systems.

Next Generation Dual Cloud On-site Platform

  • Leverage next generation dual-use cloud on-site architecture. QR Cloud is a live 24/7 supercomputing platform with a vast array of ready-to-use models and templates. You can select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud.

  • QR System is a single universal software for all on-site and QR Cloud instances, and is upgraded quarterly free of charge. Actual clients’ implementation are configured in a database, which is portable from QR Cloud to on-site.

  • QR Cloud is ideal for medium size players. No software installation, IT infrastructure, resources or efforts required. All you need is a browser.

  • Private Cloud or on-site are for entities wishing to control data and processes.

New Commercial Paradigm

  • Whether on the cloud or on-site, no permanent license and hefty initial license fee. Just pay 1 single yearly subscription fee for license, cloud supercomputing, maintenance and on-going upgrades.

  • Start with an actual Trial to test our platform and the quality of our expert team. Continue if satisfied. Cancel if the Trial fails to meet your expectations.

  • Ready for use out-of-the-box, no custom development or coding.

  • Cost-effective speedy implementation via intuitive configuration. Select, download and customize any configuration from QR Cloud in your own instance, whether on-site or on QR Cloud. Save years and millions.

Need more information?

Our expert team are here to help with any questions you have regarding QR Banking, Financial & Treasury Risk & Optimization Solutions™. Call or email today.

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